+68.3%
ED vs SOXQ
+288.7%
-220.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.0% |
| 7D | +0.5% | +5.3% | -4.8% | +0.9% |
| 30D | +1.1% | -3.7% | +4.8% | +0.9% |
| 3M | +4.6% | -7.8% | +12.5% | +4.4% |
| 6M | -2.0% | +58.4% | -60.3% | +0.6% |
| YTD | +11.7% | +68.1% | -56.4% | +14.9% |
| 1Y | +15.7% | +105.4% | -89.6% | +19.8% |
| 3Y | +34.4% | +239.2% | -204.9% | +35.7% |
| 5Y | +67.3% | +266.9% | -199.6% | +65.2% |
| All | +68.3% | +288.7% | -220.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling